-53.7%
SMR vs FIS
-64.6%
+10.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.2% | -7.5% | -4.4% |
| 7D | -8.3% | +2.8% | -11.1% | -9.0% |
| 30D | -20.1% | -16.7% | -3.4% | -17.2% |
| 3M | -52.7% | -32.3% | -20.4% | -48.1% |
| 6M | -61.0% | -29.1% | -32.0% | -58.4% |
| YTD | -67.1% | -54.1% | -13.0% | -58.9% |
| 1Y | -79.9% | -53.7% | -26.2% | -75.0% |
| 3Y | +101.7% | -38.8% | +140.6% | +131.9% |
| All | -53.7% | -64.6% | +10.9% | -44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FIS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling